+63.2%
TSN vs RUN
-31.9%
+95.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -6.3% | +1.3% | -7.6% | -6.4% |
| 30D | -10.8% | -15.3% | +4.4% | -10.2% |
| 3M | -8.8% | -40.0% | +31.3% | -6.9% |
| 6M | -16.8% | -27.0% | +10.1% | -16.1% |
| YTD | -10.0% | -51.7% | +41.7% | -8.1% |
| 1Y | -5.3% | -45.9% | +40.6% | -4.3% |
| 3Y | +8.5% | -43.8% | +52.3% | +3.0% |
| 5Y | -22.9% | -80.5% | +57.6% | -24.6% |
| 10Y | -12.6% | +45.3% | -57.9% | -30.2% |
| All | +63.2% | -31.9% | +95.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling